+4,770.1%
DELL vs UPS
+35.1%
+4,735.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.6% |
| 7D | +25.6% | -2.1% | +27.7% | +26.8% |
| 30D | +17.7% | -2.3% | +20.0% | +18.9% |
| 3M | +33.4% | -5.2% | +38.6% | +36.5% |
| 6M | +266.2% | +1.4% | +264.8% | +263.8% |
| YTD | +328.0% | +6.1% | +321.9% | +316.2% |
| 1Y | +339.6% | +27.0% | +312.6% | +294.4% |
| 3Y | +694.6% | -25.9% | +720.5% | +762.1% |
| 5Y | +1,122.0% | -34.6% | +1,156.6% | +1,283.5% |
| 10Y | +4,062.5% | +36.2% | +4,026.3% | +3,043.9% |
| All | +4,770.1% | +35.1% | +4,735.0% | +3,603.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling